Acta mathematica scientia,Series A ›› 2021, Vol. 41 ›› Issue (3): 848-859.

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A Class of Time-Changed Strong Markov Processes

Huiyan Zhao1,*,Siyan Xu2()   

  1. 1 School of Applied Mathematics, Beijing Normal University Zhuhai, Guangdong Zhuhai 519087
    2 College of Science, North China University of Technology, Beijing 100144
  • Received:2019-12-23 Online:2021-06-26 Published:2021-06-09
  • Contact: Huiyan Zhao
  • Supported by:
    the NSFC(11401029)


In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen Zhenqing. Time fractional equations and probabilistic representation. Chaos Solitons and Fractals, 2017, 102: 168-174). As a result, it constructs a relationship between general Bernstein functions and a class of generalized time-fractional partial differential equations.

Key words: Killed subordinator, Strong Markov process, Bernstein function, Time-fractional PDE

CLC Number: 

  • O211.9